Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously
Gespeichert in:
Verfasser / Beitragende:
Sebastian Trojan
Ort, Verlag, Jahr:
St. Gallen :
Department of Economics, University of St. Gallen,
2013
Beschreibung:
70 S.
Format:
Buch